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subject:"VAR model"
~isPartOf:"Journal of applied econometrics"
~type_genre:"Article in journal"
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Search: subject_exact:"External disturbance"
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VAR model
Schock
48
Shock
48
VAR-Modell
21
Theorie
16
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16
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15
Schätzung
15
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15
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15
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Banerjee, Anindya
1
Bao Hoang Nguyen
1
Basistha, Arabinda
1
Billio, Monica
1
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1
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1
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1
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1
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Journal of applied econometrics
Energy economics
76
Economic modelling
70
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68
Journal of international money and finance
56
Economics letters
54
Journal of economic dynamics & control
49
Journal of macroeconomics
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Journal of monetary economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Macroeconomic dynamics
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International review of economics & finance : IREF
31
European economic review : EER
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Applied economics letters
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Finance research letters
25
Journal of money, credit and banking : JMCB
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Journal of international economics
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Open economies review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
14
Quantitative economics : QE ; journal of the Econometric Society
14
Journal of Asian economics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of international financial markets, institutions & money
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Journal of the European Economic Association
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Oxford bulletin of economics and statistics
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The review of economics and statistics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
21
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1
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
2
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Saved in:
3
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
Djogbenou, Antoine A.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 128-149
Persistent link: https://www.econbiz.de/10014474444
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
6
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
7
Identifying structural VARs from sparse narrative instruments : dynamic effects of US macroprudential policies
Budnik, Katarzyna
;
Rünstler, Gerhard
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014287962
Saved in:
8
The shale oil revolution and the global oil supply curve
Foroni, Claudia
;
Stracca, Livio
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 370-387
Persistent link: https://www.econbiz.de/10014287993
Saved in:
9
Uncertainty and monetary policy in good and bad times : a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 210-217
Persistent link: https://www.econbiz.de/10013165221
Saved in:
10
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
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